+944.0%
IREN vs AIG
+33.4%
+910.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +4.8% | -2.4% | +7.2% | +4.8% |
| 30D | +9.8% | -2.9% | +12.7% | +9.8% |
| 3M | -15.3% | +0.8% | -16.1% | -16.0% |
| 6M | +14.5% | -2.7% | +17.1% | +14.1% |
| YTD | +15.5% | -11.2% | +26.7% | +18.8% |
| 1Y | +29.8% | -1.5% | +31.3% | +27.3% |
| All | +944.0% | +33.4% | +910.7% | +588.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling